Volatility forecasting is a key component of modern finance, used in asset allocation, risk management, and options pricing. Investors and traders rely on precise volatility models to optimize ...

Deep learning is increasingly used in financial modeling, but its lack of transparency raises risks. Using the well-known Heston option pricing model as a benchmark, researchers show that global ...

Affine processes provide a versatile framework for modelling complex financial phenomena, ranging from interest rate dynamics to credit risk and beyond. Their defining characteristic is the affine, or ...

Volatility modeling is no longer just about pricing derivatives—it's the foundation for modern trading strategies, hedging precision, and portfolio optimization. Whether you're trading gold futures, ...

Denver, ColoradoHaims Capital, a financial technology firm specializing in data-driven investment analytics, announced ...

2024 FEB 06 (NewsRx) -- By a News Reporter-Staff News Editor at Insurance Daily News-- Investigators publish new report on risk management. According to news originating from Hyogo, Japan, by NewsRx ...

In today's rapidly changing economic landscape, resilience has become a cornerstone for businesses aiming to thrive amid volatility. I have found that the ability to quickly adapt to market changes, ...

Last year was the worst on record for U.S. bond investors. But we believe there are two important consequences for portfolio construction that came from this challenging market environment. Second, ...